I am surprised that you can't access RED (i.e. the internet) from ORANGE as this is a default setting. To allow traffic from BLUE to RED, you will need to enable this using the BLUE menu options. Check out this link for default traffic flows in IPCOP.

Also, you should be able to see ORANGE from GREEN by default (see above link).

Also, one thing to note is that machines on Orange cannot use the IPCOP for DNS or DHCP. So ensure that they all have static addresses. In addition, you need to specify DNS servers other than your IPCOP.